Testing predictive regression models with nonstationary regressors (Q2512593): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1640687 |
||
| Property / author | |||
| Property / author: Zong-Wu Cai / rank | |||
Revision as of 02:15, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing predictive regression models with nonstationary regressors |
scientific article |
Statements
Testing predictive regression models with nonstationary regressors (English)
0 references
7 August 2014
0 references
endogeneity
0 references
misspecification test
0 references
nearly integrated process
0 references
predictive regression
0 references
unit root
0 references
